+3.3%
XLU vs OVV
+57.8%
-54.5%
-10.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | OVV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.6% | -0.4% | -1.0% |
| 7D | -1.2% | -2.9% | +1.7% | -1.2% |
| 30D | -2.5% | +0.9% | -3.4% | -2.6% |
| 3M | -2.7% | +11.0% | -13.8% | -2.8% |
| 6M | -7.5% | +22.3% | -29.7% | -7.7% |
| YTD | +0.9% | +65.1% | -64.1% | -0.7% |
| 1Y | +3.3% | +53.1% | -49.8% | +1.3% |
| All | +3.3% | +57.8% | -54.5% | +1.3% |
Cumulative growth
Daily Returns
Daily percentage return beside OVV.
Daily Out/Under-Performance
Portfolio return minus OVV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × OVV return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 1y: compounded portfolio wealth divided by compounded OVV wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
1y analysis · Full analysis span regression · 6 months rolling